From 5aadb46bef00f3440e03d1dfd69eb33910395de5 Mon Sep 17 00:00:00 2001
From: "vn.py" <xiaoyou.chen@foxmail.com>
Date: Tue, 8 Oct 2019 17:00:09 +0800
Subject: [PATCH] [Mod] initialize LegData with position when created

---
 vnpy/app/spread_trading/engine.py | 8 ++++++++
 1 file changed, 8 insertions(+)

diff --git a/vnpy/app/spread_trading/engine.py b/vnpy/app/spread_trading/engine.py
index 837d299e..433eb19d 100644
--- a/vnpy/app/spread_trading/engine.py
+++ b/vnpy/app/spread_trading/engine.py
@@ -228,6 +228,14 @@ class SpreadDataEngine:
                 )
                 self.main_engine.subscribe(req, contract.gateway_name)
 
+            # Initialize leg position
+            for direction in Direction:
+                vt_positionid = f"{vt_symbol}.{direction.value}"
+                position = self.main_engine.get_position(vt_positionid)
+
+                if position:
+                    leg.update_position(position)
+
         return leg
 
     def add_spread(